Approximate nonlinear filtering for piecewise linear systems (Q1114657)
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scientific article; zbMATH DE number 4083522
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| English | Approximate nonlinear filtering for piecewise linear systems |
scientific article; zbMATH DE number 4083522 |
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Approximate nonlinear filtering for piecewise linear systems (English)
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1988
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One considers a finite partition of the space consisting of polyhedra and one supposes that the coefficients of a nonlinear filtering problem are linear on each set of this partition; a time discretization scheme is proposed for this problem and a convergence theorem is given. The numerical involvements of the resulting algorithm are also discussed.
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nonlinear filtering
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time discretization
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convergence theorem
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0.8503159284591675
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